This paper studies a stochastic variant of the vehicle routing problem (VRP) where both customer locations and demands are uncertain. In particular, potential customers are not restricted to a predefined customer set but are continuously spatially distributed in a given service area. The objective is to maximize the served demands while fulfilling vehicle capacities and time restrictions. We call this problem the VRP with stochastic customers and demands (VRPSCD). For this problem, we first propose a Markov Decision Process (MDP) formulation representing the classical centralized decision-making perspective where one decision-maker establishes the routes of all vehicles. While the resulting formulation turns out to be intractable, it provides us with the ground to develop a new MDP formulation of the VRPSCD representing a decentralized decision-making framework, where vehicles autonomously establish their own routes. This new formulation allows us to develop several strategies to reduce the dimension of the state and action spaces, resulting in a considerably more tractable problem. We solve the decentralized problem via Reinforcement Learning, and in particular, we develop a Q-learning algorithm featuring state-of-the-art acceleration techniques such as Replay Memory and Double Q Network. Computational results show that our method considerably outperforms two commonly adopted benchmark policies (random and heuristic). Moreover, when comparing with existing literature, we show that our approach can compete with specialized methods developed for the particular case of the VRPSCD where customer locations and expected demands are known in advance. Finally, we show that the value functions and policies obtained by our algorithm can be easily embedded in Rollout algorithms, thus further improving their performances.
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The concept of Nash equilibrium enlightens the structure of rational behavior in multi-agent settings. However, the concept is as helpful as one may compute it efficiently. We introduce the Cut-and-Play, an algorithm to compute Nash equilibria for non-cooperative simultaneous games where each player's objective is linear in their variables and bilinear in the other players' variables. Using the rich theory of integer programming, we alternate between constructing (i.) increasingly tighter outer approximations of the convex hull of each player's feasible set -- by using branching and cutting plane methods -- and (ii.) increasingly better inner approximations of these hulls -- by finding extreme points and rays of the convex hulls. In particular, we prove the correctness of our algorithm when these convex hulls are polyhedra. Our algorithm allows us to leverage the mixed integer programming technology to compute equilibria for a large class of games. Further, we integrate existing cutting plane families inside the algorithm, significantly speeding up equilibria computation. We showcase a set of extensive computational results for Integer Programming Games and simultaneous games among bilevel leaders. In both cases, our framework outperforms the state-of-the-art in computing time and solution quality.
Stochastic gradient descent with momentum (SGDM) is the dominant algorithm in many optimization scenarios, including convex optimization instances and non-convex neural network training. Yet, in the stochastic setting, momentum interferes with gradient noise, often leading to specific step size and momentum choices in order to guarantee convergence, set aside acceleration. Proximal point methods, on the other hand, have gained much attention due to their numerical stability and elasticity against imperfect tuning. Their stochastic accelerated variants though have received limited attention: how momentum interacts with the stability of (stochastic) proximal point methods remains largely unstudied. To address this, we focus on the convergence and stability of the stochastic proximal point algorithm with momentum (SPPAM), and show that SPPAM allows a faster linear convergence rate compared to stochastic proximal point algorithm (SPPA) with a better contraction factor, under proper hyperparameter tuning. In terms of stability, we show that SPPAM depends on problem constants more favorably than SGDM, allowing a wider range of step size and momentum that lead to convergence.
In this paper, we study the constrained stochastic submodular maximization problem with state-dependent costs. The input of our problem is a set of items whose states (i.e., the marginal contribution and the cost of an item) are drawn from a known probability distribution. The only way to know the realized state of an item is to select that item. We consider two constraints, i.e., \emph{inner} and \emph{outer} constraints. Recall that each item has a state-dependent cost, and the inner constraint states that the total \emph{realized} cost of all selected items must not exceed a give budget. Thus, inner constraint is state-dependent. The outer constraint, one the other hand, is state-independent. It can be represented as a downward-closed family of sets of selected items regardless of their states. Our objective is to maximize the objective function subject to both inner and outer constraints. Under the assumption that larger cost indicates larger "utility", we present a constant approximate solution to this problem.
In this paper, from a theoretical perspective, we study how powerful graph neural networks (GNNs) can be for learning approximation algorithms for combinatorial problems. To this end, we first establish a new class of GNNs that can solve strictly a wider variety of problems than existing GNNs. Then, we bridge the gap between GNN theory and the theory of distributed local algorithms to theoretically demonstrate that the most powerful GNN can learn approximation algorithms for the minimum dominating set problem and the minimum vertex cover problem with some approximation ratios and that no GNN can perform better than with these ratios. This paper is the first to elucidate approximation ratios of GNNs for combinatorial problems. Furthermore, we prove that adding coloring or weak-coloring to each node feature improves these approximation ratios. This indicates that preprocessing and feature engineering theoretically strengthen model capabilities.
Recent successes of value-based multi-agent deep reinforcement learning employ optimism in value function by carefully controlling learning rate(Omidshafiei et al., 2017) or reducing update prob-ability (Palmer et al., 2018). We introduce a de-centralized quantile estimator: Responsible Implicit Quantile Network (RIQN), while robust to teammate-environment interactions, able to reduce the amount of imposed optimism. Upon benchmarking against related Hysteretic-DQN(HDQN) and Lenient-DQN (LDQN), we findRIQN agents more stable, sample efficient and more likely to converge to the optimal policy.
The present paper surveys neural approaches to conversational AI that have been developed in the last few years. We group conversational systems into three categories: (1) question answering agents, (2) task-oriented dialogue agents, and (3) chatbots. For each category, we present a review of state-of-the-art neural approaches, draw the connection between them and traditional approaches, and discuss the progress that has been made and challenges still being faced, using specific systems and models as case studies.
We present an end-to-end framework for solving the Vehicle Routing Problem (VRP) using reinforcement learning. In this approach, we train a single model that finds near-optimal solutions for problem instances sampled from a given distribution, only by observing the reward signals and following feasibility rules. Our model represents a parameterized stochastic policy, and by applying a policy gradient algorithm to optimize its parameters, the trained model produces the solution as a sequence of consecutive actions in real time, without the need to re-train for every new problem instance. On capacitated VRP, our approach outperforms classical heuristics and Google's OR-Tools on medium-sized instances in solution quality with comparable computation time (after training). We demonstrate how our approach can handle problems with split delivery and explore the effect of such deliveries on the solution quality. Our proposed framework can be applied to other variants of the VRP such as the stochastic VRP, and has the potential to be applied more generally to combinatorial optimization problems.
Mobile network that millions of people use every day is one of the most complex systems in real world. Optimization of mobile network to meet exploding customer demand and reduce CAPEX/OPEX poses greater challenges than in prior works. Actually, learning to solve complex problems in real world to benefit everyone and make the world better has long been ultimate goal of AI. However, application of deep reinforcement learning (DRL) to complex problems in real world still remains unsolved, due to imperfect information, data scarcity and complex rules in real world, potential negative impact to real world, etc. To bridge this reality gap, we propose a sim-to-real framework to direct transfer learning from simulation to real world without any training in real world. First, we distill temporal-spatial relationships between cells and mobile users to scalable 3D image-like tensor to best characterize partially observed mobile network. Second, inspired by AlphaGo, we introduce a novel self-play mechanism to empower DRL agents to gradually improve intelligence by competing for best record on multiple tasks, just like athletes compete for world record in decathlon. Third, a decentralized DRL method is proposed to coordinate multi-agents to compete and cooperate as a team to maximize global reward and minimize potential negative impact. Using 7693 unseen test tasks over 160 unseen mobile networks in another simulator as well as 6 field trials on 4 commercial mobile networks in real world, we demonstrate the capability of this sim-to-real framework to direct transfer the learning not only from one simulator to another simulator, but also from simulation to real world. This is the first time that a DRL agent successfully transfers its learning directly from simulation to very complex real world problems with imperfect information, complex rules, huge state/action space, and multi-agent interactions.
We consider the multi-agent reinforcement learning setting with imperfect information in which each agent is trying to maximize its own utility. The reward function depends on the hidden state (or goal) of both agents, so the agents must infer the other players' hidden goals from their observed behavior in order to solve the tasks. We propose a new approach for learning in these domains: Self Other-Modeling (SOM), in which an agent uses its own policy to predict the other agent's actions and update its belief of their hidden state in an online manner. We evaluate this approach on three different tasks and show that the agents are able to learn better policies using their estimate of the other players' hidden states, in both cooperative and adversarial settings.
Many resource allocation problems in the cloud can be described as a basic Virtual Network Embedding Problem (VNEP): finding mappings of request graphs (describing the workloads) onto a substrate graph (describing the physical infrastructure). In the offline setting, the two natural objectives are profit maximization, i.e., embedding a maximal number of request graphs subject to the resource constraints, and cost minimization, i.e., embedding all requests at minimal overall cost. The VNEP can be seen as a generalization of classic routing and call admission problems, in which requests are arbitrary graphs whose communication endpoints are not fixed. Due to its applications, the problem has been studied intensively in the networking community. However, the underlying algorithmic problem is hardly understood. This paper presents the first fixed-parameter tractable approximation algorithms for the VNEP. Our algorithms are based on randomized rounding. Due to the flexible mapping options and the arbitrary request graph topologies, we show that a novel linear program formulation is required. Only using this novel formulation the computation of convex combinations of valid mappings is enabled, as the formulation needs to account for the structure of the request graphs. Accordingly, to capture the structure of request graphs, we introduce the graph-theoretic notion of extraction orders and extraction width and show that our algorithms have exponential runtime in the request graphs' maximal width. Hence, for request graphs of fixed extraction width, we obtain the first polynomial-time approximations. Studying the new notion of extraction orders we show that (i) computing extraction orders of minimal width is NP-hard and (ii) that computing decomposable LP solutions is in general NP-hard, even when restricting request graphs to planar ones.
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